+88.0%
ARM vs INSM
-13.6%
+101.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.9% | +4.0% |
| 7D | +11.4% | +2.8% | +8.6% | +10.7% |
| 30D | -7.4% | -4.7% | -2.7% | -6.7% |
| 3M | -24.5% | +32.6% | -57.1% | -30.1% |
| 6M | +128.7% | -10.9% | +139.5% | +130.5% |
| YTD | +139.3% | -28.2% | +167.5% | +143.7% |
| 1Y | +88.0% | -14.9% | +102.8% | +88.5% |
| All | +88.0% | -13.6% | +101.5% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling